To be able to study in Denmark, you would need to first apply for the visa and the residence permit. Depending on the stay period, the type of visa varies. If the study duration is less than 3 months, then you need a short-term tourist visa. In case the duration of your studies is more than that, then you are required to apply for the residence permit.
The type of visa that you will require is a ST1 Visa - residence and work permit for exchange students from non-EU/EEA/Nordic countries. The price of this visa is around EUR 310, however, it may differ according to the country of the applicant.
To obtain a residence permit you will need:
● An acceptance letter from the university
● Proof of language proficiency
● Proof of the financial resources to support yourself (usually around €1,000 per month [around US$1,080])
● Proof that you have purchased travel insurance
● A valid passport
● Passport size photo